With a multi-monitor Ubuntu setup, Login screen may not display on the primary monitor as defined under Settings > Screen Display.
In order to make the necessary change in Ubuntu 20.04 LTS, make sure ~/.config/monitors.xml file exists. If not, go to Settings > Screen Display, make some dummy changes then change back to the desire settings. For example, adjusting one of screen orientation. This action would generate montors.xml file.
In the console, execute the following command.
sudo cp ~/.config/monitors.xml /var/lib/gdm3/.config/
This would copy the file into gdm3 configuration folder.
Restart the machine and login screen would display on the primary monitor.